System and method for maximizing portfolio diversification
US10713725B1 · kind B1 · utility
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4References
18Claims
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Key dates
| Filing date | Oct 30, 2014 |
| Grant date | Jul 14, 2020 |
| Priority date | — |
| Expiry date | Jul 29, 2036 |
Classification
- Technology area (CPC G)Physics
- CPC primaryG06Q40/06
- WIPO fieldIT methods for management
- WIPO sectorElectrical engineering
Abstract
Methods and systems for generating a diversification index for a portfolio are disclosed herein. A plurality of assets within the portfolio are identified, each of the plurality of assets having a corresponding weight value and a corresponding utility value. An overall volatility value of the portfolio is identified. A diversification index is computed based on the overall volatility value and corresponding weight and volatility values of each of the plurality of assets.
Source: USPTO / EPO open patent data. Objective bibliographic and citation counts.